SENSEX50
Sensex 50
Historical option data for SENSEX50
16 Dec 2025 04:11 PM IST
| SENSEX50 24-DEC-2025 82800 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 84679.86 | 2159.15 | -321.4 | - | 11 | -2.667 | 5.333 | |||||||||
| 15 Dec | 85213.36 | 2480.55 | -169.4 | - | 8 | -1.867 | 8 | |||||||||
| 12 Dec | 85267.66 | 2649.95 | 409.25 | - | 2 | -0.267 | 9.867 | |||||||||
| 11 Dec | 84818.13 | 4643.5 | 1631.95 | - | 0 | 0 | 10.133 | |||||||||
| 10 Dec | 84391.27 | 4643.5 | 1631.95 | - | 0 | 0 | 10.133 | |||||||||
| 9 Dec | 84666.28 | 4643.5 | 1631.95 | - | 0 | 0 | 10.133 | |||||||||
| 8 Dec | 85102.69 | 4643.5 | 1631.95 | - | 0 | 0 | 10.133 | |||||||||
| 5 Dec | 85712.37 | 4643.5 | 1631.95 | - | 0 | 0 | 10.133 | |||||||||
| 4 Dec | 85265.32 | 4643.5 | 1631.95 | - | 0 | 0 | 10.133 | |||||||||
| 3 Dec | 85106.81 | 4643.5 | 1631.95 | - | 0 | 0 | 10.133 | |||||||||
| 2 Dec | 85138.27 | 4643.5 | 1631.95 | - | 0 | 0 | 10.133 | |||||||||
| 1 Dec | 85641.90 | 4643.5 | 1631.95 | - | 0 | 0 | 10.133 | |||||||||
| 28 Nov | 85706.67 | 4643.5 | 1631.95 | - | 0 | 0 | 10.133 | |||||||||
| 27 Nov | 85720.38 | 4643.5 | 1631.95 | - | 0 | 0 | 10.133 | |||||||||
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| 26 Nov | 85609.51 | 4643.5 | 1631.95 | - | 0 | 0 | 10.133 | |||||||||
| 25 Nov | 84587.01 | 4643.5 | 1631.95 | - | 38 | 10.133 | 10.133 | |||||||||
| 24 Nov | 84900.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 85231.92 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 85632.68 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 85186.47 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 84673.02 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 84950.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 84562.78 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 84478.67 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 84466.51 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 83871.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 83535.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 83216.28 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 83311.01 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 82605.43 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 82327.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 82500.82 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 82800 expiring on 24DEC2025
Delta for 82800 CE is -
Historical price for 82800 CE is as follows
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 2159.15, which was -321.4 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 20
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 2480.55, which was -169.4 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 30
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 2649.95, which was 409.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 37
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 4643.5, which was 1631.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 4643.5, which was 1631.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 4643.5, which was 1631.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 4643.5, which was 1631.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 4643.5, which was 1631.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 4643.5, which was 1631.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 4643.5, which was 1631.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 4643.5, which was 1631.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 4643.5, which was 1631.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 4643.5, which was 1631.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 4643.5, which was 1631.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 4643.5, which was 1631.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 4643.5, which was 1631.95 higher than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 38
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov SENSEX50 was trading at 83535.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov SENSEX50 was trading at 83216.28. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov SENSEX50 was trading at 83311.01. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Oct SENSEX50 was trading at 82605.43. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Oct SENSEX50 was trading at 82327.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Oct SENSEX50 was trading at 82500.82. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SENSEX50 24DEC2025 82800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 84679.86 | 30.6 | -24.4 | - | 0 | 0 | 11.2 |
| 15 Dec | 85213.36 | 30.6 | -24.4 | - | 0 | 0 | 11.2 |
| 12 Dec | 85267.66 | 30.6 | -24.4 | - | 4 | -0.533 | 11.2 |
| 11 Dec | 84818.13 | 55 | -62.35 | - | 217 | -2.933 | 11.733 |
| 10 Dec | 84391.27 | 117 | 19.35 | - | 134 | -1.6 | 14.667 |
| 9 Dec | 84666.28 | 94.9 | 3.65 | - | 28 | -0.533 | 16.267 |
| 8 Dec | 85102.69 | 94.75 | 54.25 | - | 77 | 13.067 | 16.8 |
| 5 Dec | 85712.37 | 88.15 | -44.55 | - | 0 | 0 | 3.733 |
| 4 Dec | 85265.32 | 88.15 | -44.55 | - | 69 | -5.867 | 3.733 |
| 3 Dec | 85106.81 | 112.25 | -34.8 | - | 0 | 0 | 9.6 |
| 2 Dec | 85138.27 | 112.25 | -34.8 | - | 0 | 0 | 9.6 |
| 1 Dec | 85641.90 | 112.25 | -34.8 | - | 0 | 0 | 9.6 |
| 28 Nov | 85706.67 | 112.25 | -34.8 | - | 12 | 1.067 | 9.6 |
| 27 Nov | 85720.38 | 158.2 | -11.9 | - | 36 | -2.4 | 8.533 |
| 26 Nov | 85609.51 | 170.1 | -118 | - | 9 | 2.133 | 10.933 |
| 25 Nov | 84587.01 | 294.25 | 20.4 | - | 81 | 4.533 | 8.8 |
| 24 Nov | 84900.71 | 280.3 | -6.1 | - | 15 | 0 | 4.267 |
| 21 Nov | 85231.92 | 286.4 | 64.25 | - | 21 | -1.333 | 4.267 |
| 20 Nov | 85632.68 | 222.25 | -71.65 | - | 6 | -0.533 | 5.6 |
| 19 Nov | 85186.47 | 296.3 | -372.2 | - | 27 | 6.133 | 6.133 |
| 18 Nov | 84673.02 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 84950.95 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 84562.78 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 84478.67 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 84466.51 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 83871.32 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 83535.35 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 83216.28 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 83311.01 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 82605.43 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 82327.05 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 82500.82 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex 50 - strike price 82800 expiring on 24DEC2025
Delta for 82800 PE is -
Historical price for 82800 PE is as follows
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 30.6, which was -24.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 30.6, which was -24.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 30.6, which was -24.4 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 42
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 55, which was -62.35 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 44
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 117, which was 19.35 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 55
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 94.9, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 61
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 94.75, which was 54.25 higher than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 63
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 88.15, which was -44.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 88.15, which was -44.55 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 14
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 112.25, which was -34.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 112.25, which was -34.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 112.25, which was -34.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 112.25, which was -34.8 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 36
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 158.2, which was -11.9 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 32
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 170.1, which was -118 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 41
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 294.25, which was 20.4 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 33
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 280.3, which was -6.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 286.4, which was 64.25 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 16
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 222.25, which was -71.65 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 21
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 296.3, which was -372.2 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 23
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov SENSEX50 was trading at 83535.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov SENSEX50 was trading at 83216.28. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov SENSEX50 was trading at 83311.01. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Oct SENSEX50 was trading at 82605.43. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Oct SENSEX50 was trading at 82327.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Oct SENSEX50 was trading at 82500.82. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































